Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 552 CHF | 110 052 CHF | 99,73% | 99,73% |
19/11/2024 | 0,44% | 2,15 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 768 CHF | 113 268 CHF | 97,46% | 97,46% |
18/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 781 CHF | 121 281 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 864 CHF | 122 364 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 421 CHF | 124 921 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 465 CHF | 121 965 CHF | 99,94% | 99,94% |
12/11/2024 | 0,38% | 2,55 CHF | 2,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 129 902 CHF | 130 402 CHF | 100,00% | 100,00% |
11/11/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 134 771 CHF | 135 271 CHF | 99,66% | 99,66% |
08/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 129 960 CHF | 130 460 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 131 561 CHF | 132 061 CHF | 99,70% | 99,70% |